English
Related papers

Related papers: The Brown measure of unbounded variables with free…

200 papers

We compute the Brown measure of $x_{0}+i\sigma_{t}$, where $\sigma_{t}$ is a free semicircular Brownian motion and $x_{0}$ is a freely independent self-adjoint element that is not a multiple of the identity. The Brown measure is supported…

Probability · Mathematics 2022-05-02 Brian C. Hall , Ching-Wei Ho

The triangular elliptic operators are natural extensions of the elliptic deformation of circular operators. We obtain a Brown measure formula for the sum of a triangular elliptic operator $g_{_{\alpha, \beta, \gamma}}$ with a random…

Operator Algebras · Mathematics 2024-02-16 Serban Belinschi , Zhi Yin , Ping Zhong

Suppose that $X_{1}$ and $X_{2}$ are two $*$-free (generally unbounded) random variables with Brown measures $\mu_{X_{1}}$ and $\mu_{X_{2}}$, respectively. Using properties of classical free additive convolutions, we develop a method for…

Probability · Mathematics 2025-02-05 Hari Bercovici , Ping Zhong

Let $Z_N$ be a Ginibre ensemble and let $A_N$ be a Hermitian random matrix independent from $Z_N$ such that $A_N$ converges in distribution to a self-adjoint random variable $x_0$. For each $t>0$, the random matrix $A_N+\sqrt{t}Z_N$…

Operator Algebras · Mathematics 2021-09-30 Ching-Wei Ho , Ping Zhong

Let $x,y$ be freely independent selfadjoint elements in a $W^{*}$-probability space, where $y$ has free Poisson distribution of parameter $p$. We pursue a methodology for computing the absolutely continuous part of the Brown measure of $x +…

Operator Algebras · Mathematics 2026-05-27 Franz Lehner , Alexandru Nica , Kamil Szpojankowski , Ping Zhong

Given an $n\times n$ random matrix $X_n$ with i.i.d. entries of unit variance, the circular law says that the empirical spectral distribution (ESD) of $X_n/\sqrt{n}$ converges to the uniform measure on the unit disk. Let $M_n$ be a…

Operator Algebras · Mathematics 2025-08-26 Ping Zhong

We consider a family $b_{s,\tau}$ of free multiplicative Brownian motions labeled by a real variance parameter $s$ and a complex covariance parameter $\tau$. We then consider the element $xb_{s,\tau}$, where $x$ is non-negative and freely…

Probability · Mathematics 2025-11-04 Brian C. Hall , Sorawit Eaknipitsari

We study the Brown measure of certain non-hermitian operators arising from Voiculescu's free probability theory. Usually those operators appear as the limit in *-moments of certain ensembles of non-hermitian random matrices, and the Brown…

Operator Algebras · Mathematics 2023-01-16 Serban Belinschi , Piotr Sniady , Roland Speicher

The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…

Probability · Mathematics 2023-08-04 Bruce K. Driver , Brian C. Hall , Todd Kemp

The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…

Spectral Theory · Mathematics 2020-10-02 Nizar Demni , Tarek Hamdi

We study freely infinitely divisible $R$-diagonal elements in the unbounded setting and Brown measures for free additive perturbations by such elements. This class includes circular elements, circular Cauchy elements, and other previously…

Operator Algebras · Mathematics 2026-05-26 Yu Kitagawa , Mihai Popa , Ping Zhong

This article begins with a brief review of random matrix theory, followed by a discussion of how the large-$N$ limit of random matrix models can be realized using operator algebras. I then explain the notion of "Brown measure," which play…

Probability · Mathematics 2022-05-02 Brian C. Hall

We completely determine the Brown measure of the sum of a self-adjoint element and an elliptic element, which is the limiting eigenvalue distribution of the random matrix \[Y_N+\sqrt{s-\frac{t}{2}}X_N+i\sqrt{\frac{t}{2}}X_N'\] where $Y_N$…

Operator Algebras · Mathematics 2022-08-24 Ching-Wei Ho

In this paper we generalize Brown's spectral distribution measure to a large class of unbounded operators affiliated with a finite von Neumann algebra. Moreover, we compute the Brown measure of all unbounded R-diagonal operators in this…

Operator Algebras · Mathematics 2007-05-23 Uffe Haagerup , Hanne Schultz

We investigate the Brown measures of compressions of $R$-diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance, we demonstrate that the Brown measures of their…

Probability · Mathematics 2026-04-27 Vladislav Kargin

We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $\tau.$ We compute the Brown measure $\mu_{s,\tau}$ of $ub_{s,\tau },$ where $u$ is a…

Probability · Mathematics 2023-08-04 Brian C. Hall , Ching-Wei Ho

In his article "On the free convolution with a semicircular distribution," Biane found very useful characterizations of the boundary values of the imaginary part of the Cauchy-Stieltjes transform of the free additive convolution of a…

Operator Algebras · Mathematics 2016-03-04 Serban Teodor Belinschi

We consider the Brown measure of the free circular Brownian motion, $\boldsymbol{a}+\sqrt{t}\boldsymbol{x}$, with an arbitrary initial condition $\boldsymbol{a}$, i.e. $\boldsymbol{a}$ is a general non-normal operator and $\boldsymbol{x}$…

Probability · Mathematics 2024-11-25 László Erdős , Hong Chang Ji

We study Voiculescu's microstate free entropy for a single non-selfadjoint random variable. The main result is that certain additional constraints on eigenvalues of microstates do not change the free entropy. Our tool is the method of…

Operator Algebras · Mathematics 2018-12-04 Piotr Sniady

We compute the Brown measure of the non-normal operators $X = p + i q$, where $p$ and $q$ are Hermitian, freely independent, and have spectra consisting of $2$ atoms. The computation relies on the model of the non-trivial part of the von…

Operator Algebras · Mathematics 2024-11-27 Max Sun Zhou
‹ Prev 1 2 3 10 Next ›